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Statistics and Probability Letters
Volumn 43, Issue 1, 1999, Pages 57-64
On the impossibility of estimating densities in the extreme tail
Author keywords

60F25; 62F12; Density estimation; Extreme values; Lower bounds; Maxima; Nonparametric estimation; Primary: 62G07; Rate of convergence; Secondary: 62G05
Indexed keywords

EID: 0002430447     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00246-6     Document Type: Article
Times cited : (16)
References (13)
  • 1
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    • Birgé, L.1
  • 2
    • 0000857049 scopus 로고
    • Kernel estimates of the tail index of a distribution
    • Csörgö M., Deheuvels P., Mason D. Kernel estimates of the tail index of a distribution. Ann. Statist. 13:1985;1050-1077.
    • (1985) Ann. Statist. , vol.13 , pp. 1050-1077
    • Csörgö, M.1    Deheuvels, P.2    Mason, D.3
  • 3
    • 0001591373 scopus 로고
    • On the estimation of the extreme-value index and large quantile estimation
    • Dekkers A., de Haan L. On the estimation of the extreme-value index and large quantile estimation. Ann. Statist. 17:1989;1795-11832.
    • (1989) Ann. Statist. , vol.17 , pp. 1795-11832
    • Dekkers, A.1    De Haan, L.2
  • 4
    • 0030485816 scopus 로고    scopus 로고
    • Second-order regular variation and rates of convergence in extreme-value theory
    • de Haan L., Resnick S. Second-order regular variation and rates of convergence in extreme-value theory. Ann. Probab. 24:1996;97-124.
    • (1996) Ann. Probab. , vol.24 , pp. 97-124
    • De Haan, L.1    Resnick, S.2
  • 6
    • 0002639893 scopus 로고
    • Another proof of a slow convergence result of Birgé
    • Devroye L. Another proof of a slow convergence result of Birgé Statist. Probab. Lett. 23:1995;63-67.
    • (1995) Statist. Probab. Lett. , vol.23 , pp. 63-67
    • Devroye, L.1
  • 8
    • 0002407801 scopus 로고
    • On simple estimates of an exponent of regular variation
    • Hall P. On simple estimates of an exponent of regular variation. J. Roy. Statist. Soc. B. 42:1982;37-42.
    • (1982) J. Roy. Statist. Soc. B , vol.42 , pp. 37-42
    • Hall, P.1
  • 9
    • 0031505395 scopus 로고    scopus 로고
    • On the estimation of extreme tail probabilities
    • Hall P., Weissman I. On the estimation of extreme tail probabilities. Ann. Statist. 25:1997;1311-1326.
    • (1997) Ann. Statist. , vol.25 , pp. 1311-1326
    • Hall, P.1    Weissman, I.2
  • 10
    • 0000468598 scopus 로고
    • Best attainable rates of convergence for estimates of parameters of regular variation
    • Hall P., Welsh A. Best attainable rates of convergence for estimates of parameters of regular variation. Ann. Statist. 12:1984;1079-1084.
    • (1984) Ann. Statist. , vol.12 , pp. 1079-1084
    • Hall, P.1    Welsh, A.2
  • 11
    • 0001263124 scopus 로고
    • A simple approach to inference about the tail of a distribution
    • Hill B.M. A simple approach to inference about the tail of a distribution. Ann. Statist. 3:1975;1163-1174.
    • (1975) Ann. Statist. , vol.3 , pp. 1163-1174
    • Hill, B.M.1
  • 12
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    • Probability inequalities for sums of bounded random variables
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    • Hoeffding, W.1
  • 13
    • 0001075431 scopus 로고
    • Statistical inference using extreme order statistics
    • Pickands III, J., 1975. Statistical inference using extreme order statistics. Ann. Statist. 3, 119-131.
    • (1975) Ann. Statist. , vol.3 , pp. 119-131
    • Pickands J. III1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.